Multiple Choice
The expected return on the market is 12 percent with a standard deviation of 15 percent and the risk-free rate is 5 percent.What is the required return on an efficient portfolio that has a standard deviation of 18 percent?
A) 10.83%
B) 12.67%
C) 13.40%
D) 14.40%
Correct Answer:
Verified
Correct Answer:
Verified
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